Technical_Analysis_page_580

Technical | Analysis page 580 | https://thedailydialectics.com/pdfs/economics/Technical_Analysis/Technical_Analysis.pdf

Chapter 22 System Design and Testing 551 ¢ The net profit to drawdown ratio is the same as net profit as a percentage of maxi- mum drawdown. It is also called the recovery ratio, and it is the best method of ini- tially screening results from optimization. In any system, it should be above 2.0. ¢…